Arizona--mid-January to late February--suggestions?

Depends on locations. In some municipalities, you are not allowed by law to park overnight and Walmart's security kicks you out at 2 am. Some Walmart's are leased space in retail developments and the development's management prohibits overnight RV parking. Other places Walmart's has banned RV overnight due to abuse of the privilege. The best thing is to ask as these self impose (not by force) bans are up to the discretion of the store manager.